Statistical Inference for Financial Engineering
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear...
Κύριοι συγγραφείς: | , , , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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Σειρά: | SpringerBriefs in Statistics,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Preface
- Features of Financial Data
- Empirical Likelihood Approaches for Financial Returns
- Various Methods for Financial Engineering
- Some Techniques for ARCH Financial Time Series
- Index.